+1,984.4%
RSG vs CHD
+4,928.1%
-2,943.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.1% |
| 7D | -0.7% | -2.9% | +2.2% | +0.1% |
| 30D | +3.3% | -6.2% | +9.5% | +5.2% |
| 3M | +8.5% | +1.6% | +6.9% | +7.9% |
| 6M | -3.5% | -3.5% | 0.0% | -2.7% |
| YTD | +5.5% | +16.2% | -10.7% | +0.5% |
| 1Y | -1.7% | +3.4% | -5.1% | -3.3% |
| 3Y | +56.9% | +4.6% | +52.3% | +52.5% |
| 5Y | +89.4% | +21.1% | +68.3% | +74.9% |
| 10Y | +412.5% | +126.5% | +286.0% | +288.7% |
| All | +1,984.4% | +4,928.1% | -2,943.7% | +554.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling